Showing results 13 to 22 of 22
Option-Implied Preference with Model Uncertainty Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06 |
PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09 |
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns Jang, Jeewon; Kang, Jangkoo, JOURNAL OF FINANCIAL ECONOMICS, v.132, no.1, pp.222 - 247, 2019-04 |
Risk Changes and External Financing Activities: Tests of the Dynamic Trade-off Theory of Capital Structure Dierker, Martin J.; Lee, Inmoo; Seo, Sung Won, JOURNAL OF EMPIRICAL FINANCE, v.52, pp.178 - 200, 2019-06 |
Risk, ambiguity, and equity premium: International evidence Kim, Eung-Bin; Byun, Suk-Joon, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.76, pp.321 - 335, 2021-11 |
Scheduled macroeconomic news announcements and intraday market sentiment Seok, Sangik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.62, 2022-11 |
The information content of net buying pressure: Evidence from the KOSPI 200 index option market Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FINANCIAL MARKETS, v.11, no.1, pp.36 - 56, 2008-02 |
Two approaches for stochastic interest rate option model Hyun, Jung-Soon; Kim, YH, JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, v.43, pp.845 - 858, 2006-07 |
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data Kim, Donggyu; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10 |
Who and what drives informed options trading after the market opens? Kang, Jongho; Kang, Jangkoo; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.42, no.3, pp.338 - 364, 2022-03 |
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